What the subject says - how does proxy purchasing work?

Say your fortunate enough to find some kind person who is willing to proxy for you, what are the mechanics of proxy buying?
Do you just put funds in the proxy's account (e.g. paypal) and then give them a shopping list?
Or does it work some other way?
Does the proxy phone/email before making a purchase?

I have no idea how it works, but would like to find out. At some point, I envisage I'd like to find a proxy (probably be the only way to get a NMSFNO or a FSH at a reasonable price) and am curious how it all works.